Juliana Caicedo

I'm currently a senior lecturer in Finance at Regent's University London. Before that, I was associate professor in the Economics department at University Paris Saclay, from 2011 to 2019. My teaching experience includes: portfolio and risk management, financial econometrics, fixed income markets, R and python programming and Excel applications for finance to the students in undergraduate and postgraduate programs in management and Finance. The years 2013-2019, I was also head of the Master in Risk and Asset Management from Univeristy of Paris Saclay. And since 2012, I have been visiting lecturer at SKEMA business school in Paris and Nice. 

My research interests include the study of the dynamics of financial markets in particular emerging equity markets and the creation of portfolio strategies. I focused my research the last years to machine learning applied to financial markets.

I was also associate and consultant at Eonos Investment Technologies from 2009-2018. I got my masters degree and Ph.D. from the University of Paris West-Nanterre and I finished my undergraduate studies of industrial engineering at the Universidad de los Andes in Bogota (Colombia), the city where I grew up.

• BSc in Industrial Engineering (2001)
• MSc in Finance and Insurance (2003)
• Ph.D. Economics, University of Paris West-Nanterre (2009)

• Associate Professor - Université Paris-Saclay, France (2011-2019)
• Consultant and Associate - EONOS Investment Technologies (2009-2018)
• Associate Professor - Finance  -  PSB Paris School of Business, Paris (2008-2011)
• Teaching and research assistant - University of Paris West-Nanterre, France (2004-2008)
• Asset Management - Risk manager - Credit Lyonnais Asset Management, Paris (2003-2004)
• Financial Engineering - HSBC Asset Management, Paris (2002)
• Operations officer - AXA Investment Managers, Paris (2001)

• "Asset Replication via Sparse Representation Coding", in Proc. 2018 International Symposium in Computational Economics and Finance, (2018)
• "Time-Frequency Adapted Market Integration Measure Based on Hough Transformed Multiscale Decompositions", with G. Tzagkarakis and T. Dionysopoulos, Computational Economics, (2016)
• "Sparse Modeling of Volatile Financial Time Series via Low-Dimensional Patterns Over Learned Dictionaries", with G. Tzagkarakis and T. Dionysopoulos, Algorithmic Finance, (2015)
• "Time-Frequency Adapted Market Integration Measure Based on Hough Transformed Multiscale Decompositions", with G. Tzagkarakis & T. Dionysopoulos, Computational Economics (2015)
• "European Equity Fund Managers: Luck or Skill?" with E. Kurtbegu, Economics Bulletin, Vol.34 No 4 (2014)
• "Bootstrap Analysis for Asian REIT’s Portfolios", with E. Kurtbegu, Handbook of Asian Finance, Elsevier (2014)
• "Exploiting Market Integration for Pure Alpha Investments via Probabilistic Principal Factors Analysis", with G. Tzagkarakis and T. Dionysopoulos,Journal of Mathematical Finance - Special issue on ”Forecasting and Portfolio Construction” (2013).
• "Co-movements of international equity markets: a large-scale factor model approach", with C. Bruneau, Economics Bulletin (2009).
• "Market Integration: A risk budgeting guide for pure alpha portfolio strategies", with T. Dionysopoulos, Journal of Multinational Financial Management (2008).
• "Is the Colombian Equity Market in a bubble?", Professional Investor (2007).
• "Integration is the key for pure alpha investors", with T. Dionysopoulos Professional Investor (2006).

• Dynamics of financial markets in particular emerging equity markets 
• Creation of portfolio strategies with quantitative approaches
• Machine learning applied to financial markets
• Time series financial econometrics

• Masters in Finance Dissertations (2012-2023)

• Senior Lecturer in Finance, Regent's University London
• Senior Lecturer Economics department UEVE, Paris-Saclay University

• FIN7F5 Quantitative Research Methods for Finance
• FIN502 Quantitative Analysis for Finance and Investments 
• FIN7C7 Financial Econometrics (2022-2023) 
• FIN504 Financial Analytics (2021-2023) 
• QUA501 Business Analytics (2021-2023)